Security returns, risks and fundamental performances of value and growth firms in Singapore.
In this paper, we examine the relationship between security returns, risks and fundamental performance of value and growth firms in Singapore. Form 1976 to 1997, value stocks produced significantly higher returns than growth stocks on an absolute as well as risk-adjusted bias. However, growth firms...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7843 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | In this paper, we examine the relationship between security returns, risks and fundamental performance of value and growth firms in Singapore. Form 1976 to 1997, value stocks produced significantly higher returns than growth stocks on an absolute as well as risk-adjusted bias. However, growth firms produced better post-formation fundamental results than value firms. |
|---|